Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

JCML: A specification language for the runtime verification of Java Card programs

COSTA, Umberto Souza; MOREIRA, Anamaria Martins; MUSICANTE, Matin A.; SOUZA NETO, Plácido A. JCML: A specification language for the runtime verification of Java Card programs. Science of Computer Programming. [S.l]: [s.n], 2010.

Specification and Runtime Verification of Java Card Programs

COSTA, Umberto Souza da; MOREIRA, Anamaria Martins; MUSICANTE, Martin A. Specification and Runtime Verification of Java Card Programs. Electronic Notes in Theoretical Computer Science. [S.l:s.n], 2009.

Neuronal Assembly Detection and Cell Membership Specification by Principal Component Analysis

LOPES-DOS-SANTOS, V. , CONDE-OCAZIONEZ, S. ; NICOLELIS, M. A. L. , RIBEIRO, S. T. , TORT, A. B. L. . Neuronal assembly detection and cell membership specification by principal component analysis. Plos One, v. 6, p. e20996, 2011.

Application of intelligent systems for specification of automotive equipments using LEDs

The advantages offered by the electronic component light emitting diode ( LED) have caused a quick and wide application of this device in replacement of incandescent lights. However, in its combined application, the relationship between the design variables and the desired effect or result is very complex and it becomes difficult to model by conventional techniques. This work consists of the development of a technique, through artificial neural networks, to make possible to obtain the luminous intensity values of brake lights using LEDs from design data. (C) 2005 Elsevier B.V. All rights reserved.

Strategy of specification of management areas: rice grain yield as related to soil fertility

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Computational support for the process of software requirement specification

The software industry has become more and more concerned with the appropriate application of activities that composes requirement engineering as a way to improve the quality of its products. In order to support these activities, several computational tools have been available in the market, although it is still possible to find a lack of resources related to some activities. In this context, this paper proposes the inclusion of a module to aid in the requirements specification to a tool called Requirements Elicitation Support Tool. This module allows to specify requirements in accordance with IEEE 830 standard, thus contributing to the documentation of the requirements established for a software system, besides supporting the learning of concepts related to the requirements specification, which improves the skills of users of the tool. © 2012 IEEE.

Specification, execution and verification of interaction protocols: an approach based on computational logic

Interaction protocols establish how different computational entities can interact with each other. The interaction can be finalized to the exchange of data, as in 'communication protocols', or can be oriented to achieve some result, as in 'application protocols'. Moreover, with the increasing complexity of modern distributed systems, protocols are used also to control such a complexity, and to ensure that the system as a whole evolves with certain features. However, the extensive use of protocols has raised some issues, from the language for specifying them to the several verification aspects. Computational Logic provides models, languages and tools that can be effectively adopted to address such issues: its declarative nature can be exploited for a protocol specification language, while its operational counterpart can be used to reason upon such specifications. In this thesis we propose a proof-theoretic framework, called SCIFF, together with its extensions. SCIFF is based on Abductive Logic Programming, and provides a formal specification language with a clear declarative semantics (based on abduction). The operational counterpart is given by a proof procedure, that allows to reason upon the specifications and to test the conformance of given interactions w.r.t. a defined protocol. Moreover, by suitably adapting the SCIFF Framework, we propose solutions for addressing (1) the protocol properties verification (g-SCIFF Framework), and (2) the a-priori conformance verification of peers w.r.t. the given protocol (AlLoWS Framework). We introduce also an agent based architecture, the SCIFF Agent Platform, where the same protocol specification can be used to program and to ease the implementation task of the interacting peers.

Specification and Verification of Declarative Open Interaction Models - A Logic-based framework

The advent of distributed and heterogeneous systems has laid the foundation for the birth of new architectural paradigms, in which many separated and autonomous entities collaborate and interact to the aim of achieving complex strategic goals, impossible to be accomplished on their own. A non exhaustive list of systems targeted by such paradigms includes Business Process Management, Clinical Guidelines and Careflow Protocols, Service-Oriented and Multi-Agent Systems. It is largely recognized that engineering these systems requires novel modeling techniques. In particular, many authors are claiming that an open, declarative perspective is needed to complement the closed, procedural nature of the state of the art specification languages. For example, the ConDec language has been recently proposed to target the declarative and open specification of Business Processes, overcoming the over-specification and over-constraining issues of classical procedural approaches. On the one hand, the success of such novel modeling languages strongly depends on their usability by non-IT savvy: they must provide an appealing, intuitive graphical front-end. On the other hand, they must be prone to verification, in order to guarantee the trustworthiness and reliability of the developed model, as well as to ensure that the actual executions of the system effectively comply with it. In this dissertation, we claim that Computational Logic is a suitable framework for dealing with the specification, verification, execution, monitoring and analysis of these systems. We propose to adopt an extended version of the ConDec language for specifying interaction models with a declarative, open flavor. We show how all the (extended) ConDec constructs can be automatically translated to the CLIMB Computational Logic-based language, and illustrate how its corresponding reasoning techniques can be successfully exploited to provide support and verification capabilities along the whole life cycle of the targeted systems.

Investigations on formation and specification of neural precursor cells in the central nervous system of the Drosophila melanogaster embryo

Investigations on formation and specification of neural precursor cells in the central nervous system of the Drosophila melanogaster embryoSpecification of a unique cell fate during development of a multicellular organism often is a function of its position. The Drosophila central nervous system (CNS) provides an ideal system to dissect signalling events during development that lead to cell specific patterns. Different cell types in the CNS are formed from a relatively few precursor cells, the neuroblasts (NBs), which delaminate from the neurogenic region of the ectoderm. The delamination occurs in five waves, S1-S5, finally leading to a subepidermal layer consisting of about 30 NBs, each with a unique identity, arranged in a stereotyped spatial pattern in each hemisegment. This information depends on several factors such as the concentrations of various morphogens, cell-cell interactions and long range signals present at the position and time of its birth. The early NBs, delaminating during S1 and S2, form an orthogonal array of four rows (2/3,4,5,6/7) and three columns (medial, intermediate, and lateral) . However, the three column and four row-arrangement pattern is only transitory during early stages of neurogenesis which is obscured by late emerging (S3-S5) neuroblasts (Doe and Goodman, 1985; Goodman and Doe, 1993). Therefore the aim of my study has been to identify novel genes which play a role in the formation or specification of late delaminating NBs.In this study the gene anterior open or yan was picked up in a genetic screen to identity novel and yet unidentified genes in the process of late neuroblast formation and specification. I have shown that the gene yan is responsible for maintaining the cells of the neuroectoderm in an undifferentiated state by interfering with the Notch signalling mechanism. Secondly, I have studied the function and interactions of segment polarity genes within a certain neuroectodermal region, namely the engrailed (en) expressing domain, with regard to the fate specification of a set of late neuroblasts, namely NB 6-4 and NB 7-3. I have dissected the regulatory interaction of the segment polarity genes wingless (wg), hedgehog (hh) and engrailed (en) as they maintain each other’s expression to show that En is a prerequisite for neurogenesis and show that the interplay of the segmentation genes naked (nkd) and gooseberry (gsb), both of which are targets of wingless (wg) activity, leads to differential commitment of NB 7-3 and NB 6-4 cell fate. I have shown that in the absence of either nkd or gsb one NB fate is replaced by the other. However, the temporal sequence of delamination is maintained, suggesting that formation and specification of these two NBs are under independent control.

A QoS Controller Framework Compliant with the ETSI Network Function Virtualization Specification

The 5th generation of mobile networking introduces the concept of “Network slicing”, the network will be “sliced” horizontally, each slice will be compliant with different requirements in terms of network parameters such as bandwidth, latency. This technology is built on logical instead of physical resources, relies on virtual network as main concept to retrieve a logical resource. The Network Function Virtualisation provides the concept of logical resources for a virtual network function, enabling the concept virtual network; it relies on the Software Defined Networking as main technology to realize the virtual network as resource, it also define the concept of virtual network infrastructure with all components needed to enable the network slicing requirements. SDN itself uses cloud computing technology to realize the virtual network infrastructure, NFV uses also the virtual computing resources to enable the deployment of virtual network function instead of having custom hardware and software for each network function. The key of network slicing is the differentiation of slice in terms of Quality of Services parameters, which relies on the possibility to enable QoS management in cloud computing environment. The QoS in cloud computing denotes level of performances, reliability and availability offered. QoS is fundamental for cloud users, who expect providers to deliver the advertised quality characteristics, and for cloud providers, who need to find the right tradeoff between QoS levels that has possible to offer and operational costs. While QoS properties has received constant attention before the advent of cloud computing, performance heterogeneity and resource isolation mechanisms of cloud platforms have significantly complicated QoS analysis and deploying, prediction, and assurance. This is prompting several researchers to investigate automated QoS management methods that can leverage the high programmability of hardware and software resources in the cloud.

Retinoic acid signaling organizes endodermal organ specification along the entire antero-posterior axis

BACKGROUND: Endoderm organ primordia become specified between gastrulation and gut tube folding in Amniotes. Although the requirement for RA signaling for the development of a few individual endoderm organs has been established a systematic assessment of its activity along the entire antero-posterior axis has not been performed in this germ layer. METHODOLOGY/PRINCIPAL FINDINGS: RA is synthesized from gastrulation to somitogenesis in the mesoderm that is close to the developing gut tube. In the branchial arch region specific levels of RA signaling control organ boundaries. The most anterior endoderm forming the thyroid gland is specified in the absence of RA signaling. Increasing RA in anterior branchial arches results in thyroid primordium repression and the induction of more posterior markers such as branchial arch Hox genes. Conversely reducing RA signaling shifts Hox genes posteriorly in endoderm. These results imply that RA acts as a caudalizing factor in a graded manner in pharyngeal endoderm. Posterior foregut and midgut organ primordia also require RA, but exposing endoderm to additional RA is not sufficient to expand these primordia anteriorly. We show that in chick, in contrast to non-Amniotes, RA signaling is not only necessary during gastrulation, but also throughout gut tube folding during somitogenesis. Our results show that the induction of CdxA, a midgut marker, and pancreas induction require direct RA signaling in endoderm. Moreover, communication between CdxA(+) cells is necessary to maintain CdxA expression, therefore synchronizing the cells of the midgut primordium. We further show that the RA pathway acts synergistically with FGF4 in endoderm patterning rather than mediating FGF4 activity. CONCLUSIONS/SIGNIFICANCE: Our work establishes that retinoic acid (RA) signaling coordinates the position of different endoderm organs along the antero-posterior axis in chick embryos and could serve as a basis for the differentiation of specific endodermal organs from ES cells.